Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 16/09/2021

The following risk parameters will be changed:


TickerMinimum Initial Margin for
the Market Risk, % (S_1_min)
Minimum Initial Margin for
the Market Risk, % (S_2_min)
Minimum Initial Margin for
the Market Risk, % (S_3_min)
New value effective for
Current valueNew valueCurrent valueNew valueCurrent valueNew value
PHOR 17% 20% 23% 26% 30% 33% 22.09.2021 - 24.09.2021

 

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
FIXP 35% 77% 22.09.2021 - 24.09.2021
PHOR 35% 77% 22.09.2021 - 24.09.2021